/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System.Collections.Generic;
using NodaTime;
using QuantConnect.Data;
using QuantConnect.Data.Custom;
namespace QuantConnect.Algorithm.CSharp
{
///
/// Use event/fundamental calendar information (DailyFx) to design event based forex algorithms.
///
///
///
///
///
public class DailyFxAlgorithm : QCAlgorithm
{
private int _sliceCount;
private int _eventCount;
private readonly Dictionary _uniqueConfirmation = new Dictionary();
///
/// Add the Daily FX type to our algorithm and use its events.
///
public override void Initialize()
{
SetStartDate(2016, 05, 26); //Set Start Date
SetEndDate(2016, 05, 27); //Set End Date
SetCash(100000); //Set Strategy Cash
AddData("DFX", Resolution.Second, DateTimeZone.Utc);
}
public override void OnData(Slice slice)
{
var result = slice.Get();
Debug(string.Format("SLICE >> {0} : {1}", _sliceCount++, result));
}
///
/// Trigger an event on a complete calendar event which has an actual value.
///
public void OnData(DailyFx calendar)
{
// Used to validate the data is unique.
_uniqueConfirmation.Add(calendar.ToString(), calendar);
Debug(string.Format("ONDATA >> {0}: {1}", _eventCount++, calendar));
}
}
}